SOXX test: live rules vs no B1 on red Stage (2026-11-13)

SOXX test: live rules vs no B1 on red Stage (12 Nov 2026 close)

This page shows the same SOXX history twice so the two rule sets can be checked trade by trade. Both scenarios use Yahoo Finance daily bars from 4 Jan 2021 through the 12 Nov 2026 close, SOXX’s own price-based Stage on every bar, Stochastic 14,3,5, Bollinger 18,2, one position at a time, fills at the signal-day close, no costs. It is a backtest only: nothing was bought or sold.

  • Scenario A, the live rules (set E + P1, as on the dashboard charts).
  • Scenario B, the correction: the same rules, except that a B1 oversold-cross buy (%K crosses above %D with both under 20) is blocked when the Stage on the cross day is Rolling Over or Faded (red background). All other buy and sell rules are identical.

Result to the 12 Nov 2026 close: Scenario A +342.8%, Scenario B +296.3%, SOXX buy & hold +269.4% over the full period. The correction blocked 5 B1 buys on SOXX. Of the matching B1 trades in Scenario A, 3 closed as winners and 1 as a loser; 1 was not a trade in A because A was already holding; their returns add up to +42.8%. The most costly block (25 Jan 2022, the biggest gap between the A trade and B’s replacement trade): A bought B1 on 25 Jan 2022 at 51.13 and sold on 24 Mar 2022 (+5.7%). B skipped it (Stage Rolling Over) and bought on 9 Feb 2022 (B4 middle-band reclaim) at 56.07 instead, sold 24 Mar 2022, -3.6%. Each block also shifts the entry price of the trade B takes instead, so the full-period gap comes from these trade-by-trade differences, compounded over time. These match the cross-ETF backtest (to the 9 Nov 2026 close: A +319.3%, B +275.3%; this build gives +319.3% and +275.3% on the same dates).

Not advice. Highlighted rows (yellow) = the most costly block (25 Jan 2022, the biggest gap between the A trade and B’s replacement trade).

Summary

Summary: Scenario A vs Scenario B vs SOXX buy & hold (to the 12 Nov 2026 close)

PeriodScenario A: live rulesScenario B: no B1 on red StageSOXX buy & hold
Full period (from 4 Jan 2021)+342.8%+296.3%+269.4%
2021+30.2%+26.5%+43.6%
2022-9.8%-17.8%-37.1%
2023+68.2%+69.0%+67.2%
2024+24.3%+24.3%+16.4%
2025+26.7%+27.4%+38.9%
2026 (to 12 Nov 2026)+38.2%+38.2%+48.2%
Last 1 year (from 12 Nov 2025)+28.9%+28.9%+55.2%
Last 6 months (from 12 May 2026)-10.4%-10.4%-9.9%
Worst drop, full period-39.9%-39.9%-46.2%
Trades (closed + open)23 + 123 + 1–
Win rate (closed trades)70% (16 of 23)65% (15 of 23)–

Strategy columns = mark-to-market from a flat start on 4 Jan 2021, including the open position. Years run from the first to the last close of the year (2026 to 12 Nov 2026); 1 year from 12 Nov 2025, 6 months from 12 May 2026. Shaded = best in that row. Win rate counts closed trades only.

Scenario A: live rules (set E + P1)

Markers:buy (rule written below)sell (reason written above)

SOXX (iShares Semiconductor ETF) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = SOXX’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to SOXX vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.

Scenario A: all 24 trades

#Buy dateBuy ruleBuy closeSell dateSell ruleSell close% gainDays held
12 Feb 2021B3 trend pullback45.943 May 2021S4 waited for a close below SMA 6846.40+1.0%90
221 May 2021B4 middle-band reclaim46.0016 Jul 2021S4 waited for a close below SMA 6847.42+3.1%56
321 Jul 2021B3 trend pullback49.4928 Sep 2021S4 waited for a close below SMA 6850.36+1.8%69
45 Oct 2021B1 oversold cross49.0310 Jan 2022S5 Stage Rolling Over: waited sell fired on a close below SMA 4057.94+18.2%97
525 Jan 2022 most costly blockB1 oversold cross51.1324 Mar 2022S1 overbought cross, close below SMA 6854.05+5.7%58
628 Mar 2022B5 20-day-high re-entry54.341 Apr 2022S2 embed-high end, close below SMA 6851.57-5.1%4
729 Apr 2022B2 embed-low end44.533 Jun 2022S1 overbought cross, close below SMA 6846.78+5.0%35
824 Jun 2022B2 embed-low end41.4326 Jul 2022S2 embed-high end, close below SMA 6842.43+2.4%32
928 Jul 2022B5 20-day-high re-entry44.9126 Aug 2022S4 waited for a close below SMA 6842.87-4.6%29
109 Sep 2022B2 embed-low end41.7323 Dec 2022S5 Stage Rolling Over: waited sell fired on a close below SMA 4038.76-7.1%105
114 Jan 2023B2 embed-low end39.2720 Apr 2023S5 Stage Rolling Over: waited sell fired on a close below SMA 4046.65+18.8%106
1228 Apr 2023B2 embed-low end45.7910 Aug 2023S5 Stage Rolling Over: waited sell fired on a close below SMA 4055.42+21.0%104
1315 Aug 2023B1 oversold cross54.7117 Apr 2024S4 waited for a close below SMA 6870.12+28.2%246
1424 Apr 2024B2 embed-low end69.5124 Jul 2024S4 waited for a close below SMA 6876.56+10.1%91
158 Aug 2024B2 embed-low end71.0128 Aug 2024S2 embed-high end, close below SMA 6875.30+6.0%20
1620 Sep 2024B4 middle-band reclaim74.561 Oct 2024S2 embed-high end, close below SMA 6874.71+0.2%11
177 Oct 2024B3 trend pullback76.8224 Feb 2025S4 waited for a close below SMA 6872.91-5.1%140
184 Mar 2025B1 oversold cross67.421 May 2025S1 overbought cross, close below SMA 6861.20-9.2%58
199 May 2025B5 20-day-high re-entry64.6519 Nov 2025S5 Stage Rolling Over: waited sell fired on a close below SMA 4093.87+45.2%194
2028 Nov 2025B4 middle-band reclaim98.9117 Dec 2025S4 waited for a close below SMA 6895.08-3.9%19
2122 Dec 2025B3 trend pullback101.286 Mar 2026S4 waited for a close below SMA 68107.84+6.5%74
2225 Mar 2026B4 middle-band reclaim115.0816 Jul 2026S5 Stage Rolling Over: waited sell fired on a close below SMA 40176.83+53.7%113
235 Aug 2026B4 middle-band reclaim176.9014 Oct 2026S4 waited for a close below SMA 68173.14-2.1%70
2428 Oct 2026B2 embed-low end173.9812 Nov 2026 openstill held (valued at last close)154.99-10.9%15

Scenario B: live rules + no B1 on a red Stage

Markers:buy (rule written below)sell (reason written above)B1 blocked (red), hollow grey

SOXX (iShares Semiconductor ETF) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. Scenario B change: B1 (oversold cross) does not fire when the Stage that day is Rolling Over or Faded (red background); the hollow grey triangle marked “B1 blocked (red)” shows each blocked B1. On a blocked day the other buy rules (B2–B5) are still checked in the usual order; everything else is the same as Scenario A. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = SOXX’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to SOXX vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.

Scenario B: all 24 trades

#Buy dateBuy ruleBuy closeSell dateSell ruleSell close% gainDays held
12 Feb 2021B3 trend pullback45.943 May 2021S4 waited for a close below SMA 6846.40+1.0%90
221 May 2021B4 middle-band reclaim46.0016 Jul 2021S4 waited for a close below SMA 6847.42+3.1%56
321 Jul 2021B3 trend pullback49.4928 Sep 2021S4 waited for a close below SMA 6850.36+1.8%69
415 Oct 2021B4 middle-band reclaim50.4710 Jan 2022S5 Stage Rolling Over: waited sell fired on a close below SMA 4057.94+14.8%87
59 Feb 2022 most costly blockB4 middle-band reclaim56.0724 Mar 2022S1 overbought cross, close below SMA 6854.05-3.6%43
628 Mar 2022B5 20-day-high re-entry54.341 Apr 2022S2 embed-high end, close below SMA 6851.57-5.1%4
729 Apr 2022B2 embed-low end44.533 Jun 2022S1 overbought cross, close below SMA 6846.78+5.0%35
824 Jun 2022B2 embed-low end41.4326 Jul 2022S2 embed-high end, close below SMA 6842.43+2.4%32
928 Jul 2022B5 20-day-high re-entry44.9126 Aug 2022S4 waited for a close below SMA 6842.87-4.6%29
109 Sep 2022B2 embed-low end41.7323 Dec 2022S5 Stage Rolling Over: waited sell fired on a close below SMA 4038.76-7.1%105
114 Jan 2023B2 embed-low end39.2720 Apr 2023S5 Stage Rolling Over: waited sell fired on a close below SMA 4046.65+18.8%106
1228 Apr 2023B2 embed-low end45.7910 Aug 2023S5 Stage Rolling Over: waited sell fired on a close below SMA 4055.42+21.0%104
1322 Aug 2023B2 embed-low end54.4617 Apr 2024S4 waited for a close below SMA 6870.12+28.8%239
1424 Apr 2024B2 embed-low end69.5124 Jul 2024S4 waited for a close below SMA 6876.56+10.1%91
158 Aug 2024B2 embed-low end71.0128 Aug 2024S2 embed-high end, close below SMA 6875.30+6.0%20
1620 Sep 2024B4 middle-band reclaim74.561 Oct 2024S2 embed-high end, close below SMA 6874.71+0.2%11
177 Oct 2024B3 trend pullback76.8224 Feb 2025S4 waited for a close below SMA 6872.91-5.1%140
1814 Mar 2025B2 embed-low end67.041 May 2025S1 overbought cross, close below SMA 6861.20-8.7%48
199 May 2025B5 20-day-high re-entry64.6519 Nov 2025S5 Stage Rolling Over: waited sell fired on a close below SMA 4093.87+45.2%194
2028 Nov 2025B4 middle-band reclaim98.9117 Dec 2025S4 waited for a close below SMA 6895.08-3.9%19
2122 Dec 2025B3 trend pullback101.286 Mar 2026S4 waited for a close below SMA 68107.84+6.5%74
2225 Mar 2026B4 middle-band reclaim115.0816 Jul 2026S5 Stage Rolling Over: waited sell fired on a close below SMA 40176.83+53.7%113
235 Aug 2026B4 middle-band reclaim176.9014 Oct 2026S4 waited for a close below SMA 68173.14-2.1%70
2428 Oct 2026B2 embed-low end173.9812 Nov 2026 openstill held (valued at last close)154.99-10.9%15

Every B1 buy that the correction blocked (Scenario B)

#DateCloseStage that day%K / %DWhat this B1 trade returned in Scenario ANext buy in Scenario B instead, and how that trade did
15 Oct 202149.03Rolling Over13.1 / 12.6+18.2% (sold 10 Jan 2022 at 57.94, S5 Stage Rolling Over: waited sell fired on a close below SMA 40; 97 days)15 Oct 2021, B4 middle-band reclaim at 50.47: +14.8% (sold 10 Jan 2022)
214 Oct 202150.13Rolling Over19.8 / 19.6not a trade in A (A was already in a position)15 Oct 2021, B4 middle-band reclaim at 50.47: +14.8% (sold 10 Jan 2022)
325 Jan 2022 most costly block51.13Rolling Over13.9 / 10.6+5.7% (sold 24 Mar 2022 at 54.05, S1 overbought cross, close below SMA 68; 58 days)9 Feb 2022, B4 middle-band reclaim at 56.07: -3.6% (sold 24 Mar 2022)
415 Aug 202354.71Rolling Over17.2 / 13.7+28.2% (sold 17 Apr 2024 at 70.12, S4 waited for a close below SMA 68; 246 days)22 Aug 2023, B2 embed-low end at 54.46: +28.8% (sold 17 Apr 2024)
54 Mar 202567.42Rolling Over12.8 / 12.1-9.2% (sold 1 May 2025 at 61.20, S1 overbought cross, close below SMA 68; 58 days)14 Mar 2025, B2 embed-low end at 67.04: -8.7% (sold 1 May 2025)

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